+2,460.4%
MAR vs GFI
+1,591.0%
+869.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | -0.5% | +4.7% | -5.2% | -0.7% |
| 30D | -4.7% | +14.4% | -19.1% | -5.3% |
| 3M | -15.6% | +32.5% | -48.1% | -16.8% |
| 6M | +1.2% | -7.2% | +8.4% | +1.2% |
| YTD | +7.5% | +10.9% | -3.4% | +6.4% |
| 1Y | +26.6% | +35.5% | -8.8% | +23.9% |
| 3Y | +66.0% | +312.1% | -246.2% | +52.4% |
| 5Y | +154.1% | +524.6% | -370.5% | +126.1% |
| 10Y | +441.9% | +1,092.7% | -650.9% | +350.4% |
| All | +2,460.4% | +1,591.0% | +869.4% | +2,035.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling